My algo is currently live trading. I log some information but it's very difficult to find them because there is every second a similar log message:
SYSTEM INFO (IB) Updating cash in minute performance tracker from -84.95 to -84.69 It would be very useful, if you could log that info as DEBUG or if you could add a log filter for example for level and module
Thanks
Costantino
Thank you for the feature request. It makes a lot of sense.
I suspect that your underlying currency is something other than USD, and the constant updates in the currency conversion are making the cash balance change a frequently. That's definitely noisy.
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I thank you, Dan for the reply!
Regarding the underlying currency, do you mean the "base currency"? It's USD although my account was opened and is funded in EUR.
Any other thoughts?
Yes, that's exactly what I meant, the "base currency." Let's imagine you have €1000 in cash in your IB account. IB reports that cash to Quantopian in USD. The USD/EUR exchange rate is constantly changing, so IB is reporting a different cash value every minute as that exchange rate fluctuates, even though the number of euros is constant. Those fluctuations are what are giving you the noisy logs. Unfortunately, I don't have a way to suppress those for you at this time.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
